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Goldman Sachs Put 160 CVX 17.01.2.../  DE000GP93D59  /

EUWAX
2024-09-11  9:33:44 AM Chg.+0.15 Bid6:19:32 PM Ask6:19:32 PM Underlying Strike price Expiration date Option type
2.04EUR +7.94% 2.16
Bid Size: 50,000		 2.17
Ask Size: 50,000		 Chevron Corporation 160.00 USD 2025-01-17 Put
 

Master data

WKN: GP93D5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-19
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.03
Leverage: Yes

Calculated values

Fair value: 1.98
Intrinsic value: 1.98
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 1.98
Time value: 0.10
Break-even: 124.39
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.97%
Delta: -0.76
Theta: -0.01
Omega: -4.57
Rho: -0.41
 

Quote data

Open: 2.04
High: 2.04
Low: 2.04
Previous Close: 1.89
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+17.24%
3 Months  
+101.98%
YTD  
+15.25%
1 Year  
+46.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.95 1.53
1M High / 1M Low: 1.95 1.23
6M High / 6M Low: 1.95 0.71
High (YTD): 2024-01-18 2.24
Low (YTD): 2024-07-18 0.71
52W High: 2023-11-09 2.39
52W Low: 2024-07-18 0.71
Avg. price 1W:   1.77
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   1.15
Avg. volume 6M:   0.00
Avg. price 1Y:   1.45
Avg. volume 1Y:   0.00
Volatility 1M:   112.19%
Volatility 6M:   159.57%
Volatility 1Y:   130.23%
Volatility 3Y:   -